Solving MCP with PathSolver with indexing

odow · January 7, 2025, 10:40pm

Not sure of the reason. Have you looked at the log from PATH? Is the time being spent in JuMP? Or is PATH taking many more iterations to converge? You might consider making the lower bound of the denominator larger.

If you’re going to manually code the gradient, you should almost just use PATHSolver.solve_mcp directly:

github.com

chkwon/PATHSolver.jl/blob/db02fc9f4285f1dec3f3db4ba4faed3acfd53552/src/C_API.jl#L576-L707


      
          """
              solve_mcp(
                  F::Function,
                  J::Function
                  lb::Vector{Cdouble},
                  ub::Vector{Cdouble},
                  z::Vector{Cdouble};
                  nnz::Int = length(lb)^2,
                  variable_name::Vector{String}=String[],
                  constraint_name::Vector{String}=String[],
                  silent::Bool = false,
                  generate_output::Integer = 0,
                  use_start::Bool = true,
                  use_basics::Bool = false,
                  jacobian_structure_constant::Bool = false,
                  jacobian_data_contiguous::Bool = false,
                  jacobian_linear_elements::Vector{Int} = Int[],
                  kwargs...
              )

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Solving MCP with PathSolver with indexing

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